agent-backtest.yml

name: Deterministic Backtest

on:
  workflow_dispatch:
    inputs:
      start_date:
        description: 'Start date (YYYY-MM-DD)'
        required: true
        type: string
        default: '2025-01-02'
      end_date:
        description: 'End date (YYYY-MM-DD)'
        required: true
        type: string
        default: '2025-12-31'
      universe:
        description: 'Stock universe (strategy name or codes)'
        required: true
        type: string
        default: 'default'
      capital:
        description: 'Initial capital'
        required: false
        type: string
        default: '100000'

jobs:
  backtest:
    runs-on: [self-hosted, linux]
    timeout-minutes: 600  # up to 10 hours for full Agent backtest

    steps:
      - uses: actions/checkout@v4

      - name: Install Python dependencies
        run: |
          python -m pip install --upgrade pip
          pip install -r requirements.txt
          pip install -e .

      - name: Run deterministic backtest
        run: |
          openalphastack tools backtest_runner \
            --start "${{ inputs.start_date }}" \
            --end "${{ inputs.end_date }}" \
            --universe "${{ inputs.universe }}" \
            --capital "${{ inputs.capital }}"

      - name: Generate summary report
        if: always()
        run: |
          RUN_ID=$(ls -t data/output/backtest_* | head -1 | xargs basename)
          echo "Run ID: $RUN_ID"
          openalphastack tools daily_report "$RUN_ID" --all
          echo ""
          echo "===== FINAL STATS ====="
          openalphastack tools daily_report "$RUN_ID"

      - name: Upload backtest artifacts
        if: always()
        uses: actions/upload-artifact@v4
        with:
          name: backtest-output-${{ github.run_id }}
          path: data/output/backtest_*/
          retention-days: 30